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ERIC Number: EJ208822
Record Type: Journal
Publication Date: 1979-Jun
Pages: N/A
Abstractor: N/A
Reference Count: N/A
A Monte Carlo Evaluation of Estimated Parameters of Five Shrinkage Estimate Formuli.
Newman, Isadore; And Others
Multiple Linear Regression Viewpoints, v9 n5 p57-74 Jun 1979
A Monte Carlo simulation was employed to determine the accuracy with which the shrinkage in R squared can be estimated by five different shrinkage formulas. The study dealt with the use of shrinkage formulas for various sample sizes, different R squared values, and different degrees of multicollinearity. (Author/JKS)
Publication Type: Journal Articles; Reports - Research
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A